Informational Efficiency and Asset Prices in Large Markets
The study suggests that the amount of information disclosed in an economy with large trading data depends on the degree of information overlap across data sources, with derivative securities trades providing significant information about macroeconomic shocks.
Featured in No. 42 on 27 Mar 2024 · 55 days after release · 0 citations today
- Released
- 1 Feb 2024
- First featured
- No. 42 · 27 Mar 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4771775
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).